Volatility spillovers across global asset classes: Evidence from time and frequency domains
- Tiwari, A.K.
- Cunado, J.
- Gupta, R.
- Wohar, M.E.
Journal:
Quarterly Review of Economics and Finance
ISSN: 1062-9769
Year of publication: 2018
Volume: 70
Pages: 194-202
Type: Article